Re: [Quantlib-users] bonds with different payment and accrual frequencies

[Luigi B. <lui...@gm...>]

Hello Sanjay,
    in the C++ library I would try using the SubPeriodCoupon class to model
those cashflows, but I don't think it's available in QuantLibXL.

Luigi


On Fri, Apr 7, 2023 at 11:09 PM Sanjay via QuantLib-users <
qua...@li...> wrote:

> Hi all,
>
> I'm just beginning to find my way around QuantLibXL and can't figure out
> how to model an adjustable rate bond where the coupon rate resets every
> week and coupons are paid every month based upon the compounded weekly
> resets.  The resets are not from an index but instead, announced by the
> issuer.
>
> Thanks in advance for any help.
>
> --S
>
>
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